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OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Recalcitrant betas: Intraday variation in the cross‐sectional dispersion of systematic risk
Torben G. Andersen, Martin Thyrsgaard, Viktor Todorov
Quantitative Economics (2021) Vol. 12, Iss. 2, pp. 647-682
Open Access | Times Cited: 25

Showing 25 citing articles:

The Lost Capital Asset Pricing Model
Daniel Andrei, Julien Cujean, Mungo Ivor Wilson
The Review of Economic Studies (2023) Vol. 90, Iss. 6, pp. 2703-2762
Open Access | Times Cited: 30
Changes in the span of systematic risk exposures
Yuan Liao, Viktor Todorov
Quantitative Economics (2024) Vol. 15, Iss. 3, pp. 817-847
Open Access | Times Cited: 5
NONPARAMETRIC ESTIMATION OF LARGE SPOT VOLATILITY MATRICES FOR HIGH-FREQUENCY FINANCIAL DATA
Ruijun Bu, Degui Li, Oliver Linton, et al.
Econometric Theory (2025), pp. 1-38
Closed Access
Optimal Inference for Spot Regressions
Tim Bollerslev, Jia Li, Yuexuan Ren
American Economic Review (2024) Vol. 114, Iss. 3, pp. 678-708
Open Access | Times Cited: 3
Asset pricing and FOMC press conferences
Simon Tranberg Bodilsen, Jonas N. Eriksen, Niels S. Grønborg
Journal of Banking & Finance (2021) Vol. 128, pp. 106163-106163
Open Access | Times Cited: 19
Monetary Transmission and Portfolio Rebalancing: A Cross-Sectional Approach
Lu Xu, Lingxuan Wu
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 8
The Lost Capital Asset Pricing Model
Daniel Andrei, Julien Cujean, Mungo Ivor Wilson
SSRN Electronic Journal (2017)
Open Access | Times Cited: 13
Volatility of Volatility Estimation: Central Limit Theorems for the Fourier Transform Estimator and Empirical Study of the Daily Time Series Stylized Facts
Giacomo Toscano, Giulia Livieri, Maria Elvira Mancino, et al.
Journal of Financial Econometrics (2022)
Open Access | Times Cited: 7
Intraday cross-sectional distributions of systematic risk
Torben G. Andersen, Raul Riva, Martin Thyrsgaard, et al.
Journal of Econometrics (2022) Vol. 235, Iss. 2, pp. 1394-1418
Closed Access | Times Cited: 6
Autoregressive conditional betas
Francisco Blasques, Christian Francq, Sébastien Laurent
Journal of Econometrics (2023) Vol. 238, Iss. 2, pp. 105630-105630
Open Access | Times Cited: 3
Robust Estimation of Integrated and Spot Volatility
Z. Merrick Li, Oliver B. Linton
SSRN Electronic Journal (2022)
Open Access | Times Cited: 5
Does systematic risk change when markets close? An analysis using stocks’ beta
Alessandra Insana
Economic Modelling (2022) Vol. 109, pp. 105782-105782
Closed Access | Times Cited: 5
Robust estimation of integrated and spot volatility
Z. Merrick Li, Oliver Linton
Journal of Econometrics (2023), pp. 105614-105614
Open Access | Times Cited: 1
The Intraday Heterogeneity and Risk Pricing Reversal Between Day and Night: Evidence from China
Lu Zhang, Hao Zhang
Emerging Markets Finance and Trade (2024) Vol. 60, Iss. 10, pp. 2237-2260
Closed Access
Intraday variation in cross-sectional stock comovement and impact of index-based strategies
Yiwen Shen, Meiqi Shi
Journal of Financial Markets (2024) Vol. 68, pp. 100894-100894
Closed Access
Estimation of volatility functionals with time-varying price staleness
Haibin Zhu, Qiang Liu, Zhi Liu
(2024)
Closed Access
Robust realized integrated beta estimator with application to dynamic analysis of integrated beta
Minseog Oh, Donggyu Kim, Yazhen Wang
Journal of Econometrics (2024), pp. 105810-105810
Open Access
Large-Dimensional Portfolio Selection with a High-Frequency-Based Dynamic Factor Model
Simon Tranberg Bodilsen
Journal of Financial Econometrics (2024)
Closed Access
Observable Versus Latent Risk Factors
Yuan Liao, Viktor Todorov
(2024)
Closed Access
Stock price delay and the cross-section of expected returns: A story of night and day
Ge Yang, Ximing Yin
International Review of Economics & Finance (2024) Vol. 96, pp. 103669-103669
Closed Access
The Intraday Variation of Market Beta in Chinese Stock Market
Zhao Hua, Lu Zhang, Hao Zhang
SSRN Electronic Journal (2023)
Closed Access
Index-based Investing and Intraday Stock Dynamics
Yiwen Shen, Meiqi Shi
SSRN Electronic Journal (2020)
Closed Access
Multivariate High-Frequency-Based Factor Model
Simon Tranberg Bodilsen
SSRN Electronic Journal (2020)
Closed Access
Validating intra-day risk premium in cross-sectional return curves
Yuqian Zhao
Finance research letters (2021) Vol. 43, pp. 102020-102020
Open Access
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